HedgeFund Intelligence Indices

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Global

Index Aug 2014 Sep 2014 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 0.66% -0.14% 100% 3.45%
Emerging Market Debt -0.02% -0.96% 81% 2.28%
Emerging Market Equity 0.97% -0.66% 96% 3.70%
Equity 1.13% -1.14% 100% 2.19%
Event Driven 0.22% -1.10% 100% 3.67%
Macro 0.77% 0.85% 94% 1.49%
Managed Futures 2.18% 2.20% 86% 4.11%
Single Manager African Index 0.80% 0.45% 97% 9.09%

* Estimate

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Absolute Return

Index Aug 2014 Sep 2014 YTD Last 5 years performance
Return Return Funds reporting Return
Commodities 0.80% 0.40% 100% 4.03%
Composite 0.88% -0.59% 100% 4.09%
Convertible & Equity Arbitrage -0.13% -1.07% 100% 2.46%
Credit 0.27% 0.03% 100% 5.86%
Distressed 0.05% -1.45% 100% 4.92%
Event Driven 0.22% -1.23% 100% 3.82%
Fixed Income 0.36% 0.26% 100% 4.95%
Global Equity 1.36% -1.28% 100% 4.54%
Latin American Debt 1.70% -1.65% 100% 4.22%
Latin American Equity 1.49% -3.03% 100% -0.52%
Macro 1.28% 0.87% 100% 2.13%
Managed Futures 2.17% 2.26% 100% 2.44%
Mixed Arbitrage 0.58% -0.34% 100% 3.84%
Mortgage Backed Securities 0.34% 0.76% 100% 8.04%
Multi-Strategy 0.68% -0.11% 100% 4.62%
Technology 1.20% -0.45% 100% 1.27%
U.S. Equity 1.79% -1.99% 100% 2.41%

* Estimate

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AsiaHedge

Index Aug 2014 Sep 2014 YTD Last 5 years performance
Return Return Funds reporting Return
Asia ex Japan 0.95% -1.05% 100% 4.23%
Asia inc Japan 1.08% -1.13% 100% 1.17%
Australian Long/Short Equity 1.23% -0.06% 100% 6.53%
Chinese Long/Short Equity 1.00% -0.83% 100% 1.28%
Composite 0.70% 0.21% 100% 3.16%
Indian Long/Short Equity 3.19% 0.99% 100% 39.74%
Japan Long/Short Equity 0.47% 1.44% 100% 1.81%
Japan Long/Short Equity 0.14% 1.39% 100% 0.38%

* Estimate

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EuroHedge

Index Aug 2014 Sep 2014 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 0.39% 0.01% 100% 2.28%
Convertible & Equity Arbitrage EUR -0.12% -1.03% 100% 0.14%
Convertible & Equity Arbitrage USD 0.02% -1.01% 100% 1.14%
Credit EUR 0.27% -0.25% 100% 4.66%
Credit USD 0.21% -0.27% 100% 5.07%
Currency 1.10% 2.93% 100% 1.45%
Emerging Market Debt USD 0.18% -1.20% 100% 4.14%
Emerging Market Equity USD 0.24% -1.21% 100% -0.01%
Equity Market Neutral & Quantitative Strategies EUR 0.33% 1.18% 100% 1.30%
Equity Market Neutral & Quantitative Strategies USD 0.40% 0.80% 100% 1.52%
European Equity EUR 0.49% -0.19% 100% 1.67%
European Equity GBP 0.43% 0.55% 100% 0.84%
European Equity Nordic 0.22% -0.10% 100% 4.08%
European Equity USD 0.34% 0.23% 100% 0.37%
Event Driven EUR -0.58% -1.19% 100% -0.12%
Event Driven USD -0.21% -0.40% 100% 2.53%
Fixed Income EUR 0.14% 0.69% 100% 4.32%
Fixed Income USD -0.32% 0.30% 100% -0.06%
Global Equity EUR 0.73% -0.29% 100% 0.98%
Global Equity USD 0.78% -0.39% 100% 0.44%
Macro EUR -0.28% 0.18% 100% -0.89%
Macro USD 0.15% 0.42% 100% 0.27%
Managed Futures EUR 5.21% 1.69% 100% 6.44%
Managed Futures USD 4.87% 2.63% 100% 8.85%
Mixed Arbitrage & Multi-Strategy USD 0.28% -0.03% 100% 1.65%

* Estimate

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InvestHedge

Index Aug 2014 Sep 2014 YTD Last 5 years performance
Return Return Funds reporting Return
Arbitrage USD 0.22% 0.24% * 74% 3.51%
Asian Pacific Fund of Funds 0.55% 0.71% * 93% 2.73%
Commodities -0.20% -0.03% * 45% 1.91%
Composite 0.60% 0.03% * 85% 2.07%
Distressed 0.26% -0.86% * 57% 2.67%
Emerging Managers 1.04% -0.75% * 93% 2.19%
Emerging Markets Hedge USD 0.39% -0.33% * 100% 4.87%
European Equity EUR 0.86% 0.57% * 79% -0.81%
European Multi Strategy EUR 0.84% 0.76% * 75% 0.51%
Fixed Income USD -0.09% 0.05% * 93% 4.12%
Global Equity USD 1.24% -0.66% * 90% 0.84%
Global Macro Currency USD 0.59% 1.60% * 79% 2.01%
Global Multi Strategy EUR 0.57% -0.06% * 92% 1.38%
Global Multi Strategy USD 0.61% 0.00% * 84% 2.01%
Leveraged Global Multi-Strategy USD 1.62% 0.51% * 84% 5.33%
Managed Futures 3.56% 1.64% * 55% 4.19%
Self-Invested Fund of Funds USD 0.35% 0.44% * 100% 2.11%
US Equity 1.74% -1.55% * 90% 0.77%

* Estimate

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Absolute UCITS

Index Aug 2014 Sep 2014 YTD Last 5 years performance
Return Return Funds reporting Return
Credit -0.09% -0.55% * 100% 3.31%
Equity Market Neutral & Quantitative Strategies -0.08% 0.22% * 93% 0.57%
European Equity 0.32% 0.24% * 100% 1.12%
Event Driven 0.62% -1.29% * 100% 1.96%
Fund of Funds 0.09% -0.11% * 94% 0.06%
Global Equity 1.70% -0.85% * 100% 2.20%
Macro 0.34% 0.76% * 93% 1.92%
Managed Futures 3.89% 0.38% * 98% 6.37%
Mixed Arbitrage & Multi-Strategy 0.18% -0.02% * 100% 1.70%
Single Manager Composite 0.48% -0.21% * 100% 2.11%

* Estimate

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